Broken Arrow (1950) [Sonseeharay]: Shot in the chest by a settler when she grabs a knife to defend the unconscious James Stewart; her body is shown again later on when James wakes up, then cradles her in his arms while talking to Jeff Chandler. (Thanks to Matthew and Howard)

Bird of Paradise (1951) [Kalua]: Reportedly sacrifices herself by jumping into the volcano. (I haven't seen this movie myself.) (See also Dolores del Rio in the 1932 version.)